ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
118-28 |
119-03 |
0-07 |
0.2% |
118-19 |
| High |
119-20 |
120-05 |
0-17 |
0.4% |
120-05 |
| Low |
118-19 |
119-02 |
0-15 |
0.4% |
118-03 |
| Close |
119-00 |
119-25 |
0-25 |
0.7% |
119-25 |
| Range |
1-01 |
1-03 |
0-02 |
6.1% |
2-02 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.2% |
0-00 |
| Volume |
365,646 |
313,018 |
-52,628 |
-14.4% |
1,819,415 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-30 |
122-15 |
120-12 |
|
| R3 |
121-27 |
121-12 |
120-03 |
|
| R2 |
120-24 |
120-24 |
119-31 |
|
| R1 |
120-09 |
120-09 |
119-28 |
120-16 |
| PP |
119-21 |
119-21 |
119-21 |
119-25 |
| S1 |
119-06 |
119-06 |
119-22 |
119-14 |
| S2 |
118-18 |
118-18 |
119-19 |
|
| S3 |
117-15 |
118-03 |
119-15 |
|
| S4 |
116-12 |
117-00 |
119-06 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-17 |
124-23 |
120-29 |
|
| R3 |
123-15 |
122-21 |
120-11 |
|
| R2 |
121-13 |
121-13 |
120-05 |
|
| R1 |
120-19 |
120-19 |
119-31 |
121-00 |
| PP |
119-11 |
119-11 |
119-11 |
119-18 |
| S1 |
118-17 |
118-17 |
119-19 |
118-30 |
| S2 |
117-09 |
117-09 |
119-13 |
|
| S3 |
115-07 |
116-15 |
119-07 |
|
| S4 |
113-05 |
114-13 |
118-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-05 |
118-03 |
2-02 |
1.7% |
1-01 |
0.9% |
82% |
True |
False |
363,883 |
| 10 |
122-03 |
118-03 |
4-00 |
3.3% |
1-03 |
0.9% |
42% |
False |
False |
377,087 |
| 20 |
122-13 |
118-03 |
4-10 |
3.6% |
1-05 |
1.0% |
39% |
False |
False |
454,392 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-08 |
1.0% |
33% |
False |
False |
254,288 |
| 60 |
126-00 |
117-11 |
8-21 |
7.2% |
1-08 |
1.0% |
28% |
False |
False |
169,603 |
| 80 |
126-00 |
116-07 |
9-25 |
8.2% |
1-06 |
1.0% |
36% |
False |
False |
127,208 |
| 100 |
126-00 |
109-15 |
16-17 |
13.8% |
1-00 |
0.8% |
62% |
False |
False |
101,769 |
| 120 |
126-00 |
108-00 |
18-00 |
15.0% |
0-28 |
0.7% |
65% |
False |
False |
84,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-26 |
|
2.618 |
123-01 |
|
1.618 |
121-30 |
|
1.000 |
121-08 |
|
0.618 |
120-27 |
|
HIGH |
120-05 |
|
0.618 |
119-24 |
|
0.500 |
119-20 |
|
0.382 |
119-15 |
|
LOW |
119-02 |
|
0.618 |
118-12 |
|
1.000 |
117-31 |
|
1.618 |
117-09 |
|
2.618 |
116-06 |
|
4.250 |
114-13 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-23 |
119-18 |
| PP |
119-21 |
119-11 |
| S1 |
119-20 |
119-04 |
|